With the millennium just five years away, it's not too early to ask what will happen to the name Twentieth Century Fox once we hit the 21st century. The answer is absolutely nothing. ''We have no plans to change our name,'' says Fox's corporate spokesman Alan Amman. ''Our name is what it is as a company, corporation, and a trademark.'' The studio formed when the William Fox Film Corp. merged with 20th Century Pictures in 1935 isn't worried about appearing out of step with the times. ''We'll have tradition,'' says Amman, ''and that's what's important.''